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Contents
Quality Control
Reliability and
46.1 Reliability 2
46.2 Quality Control 21
Learning
You will first learn about the importance of the concept of reliability applied to systems and
products. The second Section introduces you to the very important topic of quality control
in production processes. In both cases you will learn how to perform the basic calculations
necessary to use each topic in practice.
outcomes
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Reliability
_
`
46.1
Introduction
Much of the theory of reliability was developed initially for use in the electronics industry where
components often fail with little if any prior warning. In such cases the hazard function or conditional
failure rate function is constant and any functioning component or system is taken to be as new.
There are other cases where the conditional failure rate function is time dependent, often proportional
to the time that the system or component has been in use. The function may be an increasing function
of time (as with random vibrations for example) or decreasing with time (as with concrete whose
strength, up to a point, increases with time). If we can develop a lifetime model, we can use it to
plan such things as maintenance and part replacement schedules, whole system replacements and
reliability testing schedules.
_
`
Prerequisites
Before starting this Section you should . . .
be familiar with the results and concepts met
in the study of probability
understand and be able to use continuous
probability distributions
_
Learning Outcomes
On completion you should be able to . . .
appreciate the importance of lifetime
distributions
complete reliability calculations for simple
systems
state the relationship between the Weibull
distribution and the exponential distribution
2 HELM (2005):
Workbook 46: Reliability and Quality Control
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1. Reliability
Lifetime distributions
From an engineering point of view, the ability to predict the lifetime of a whole system or a system
component is very important. Such lifetimes can be predicted using a statistical approach using
appropriate distributions. Common examples of structures whose lifetimes we need to know are
airframes, bridges, oil rigs and at a simpler, less catastrophic level, system components such as cycle
chains, engine timing belts and components of electronic systems such as televisions and computers.
If we can develop a lifetime model, we can use it to plan such things as maintenance and part
replacement schedules, whole system replacements and reliability testing schedules.
We start by looking at the length of use of a system or component prior to failure (the age prior to
failure) and from this develop a denition of reliability. Lifetime distributions are functions of time
and may be expressed as probability density functions and so we may write
P(t) =
_
t
0
p(t) dt
This represents the probability that the system or component fails anywhere between 0 and t.
Key Point 1
The probability that a system or component will fail only after time t may be written as
R(t) = 1 P(t)
The function R(t) is usually called the reliability function.
In practice engineers (and others!) are often interested in the so-called hazard function or conditional
failure rate function which gives the probability that a system or component fails after it has been in
use for a given time. This function may be dened as
H(t) = lim
to
_
P(failure in the interval (t, t + t))/t
P(survival up to time t)
_
=
1
R(t)
lim
to
_
P(t + t) P(t)
t
_
=
1
R(t)
d
dt
P(t)
=
p(t)
R(t)
HELM (2005):
Section 46.1: Reliability
3
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This gives the conditional failure rate function as
H(t) = lim
to
_
_
_
_
_
t+t
t
p(t) dt/(t)
R(t)
_
_
_
_
=
p(t)
R(t)
Essentially we are describing the rate of failure per unit time for (say) mechanical or electrical
components which have already been in service for a given time. A graph of H(t) often shows a high
initial failure rate followed by a period of relative reliability followed by a period of increasingly high
failure rates as a system or component ages. A typical graph (sometimes called a bathtub graph) is
shown below.
H(t)
0 t
Early life and
random failure
Useful life and random failure
End of life and
random failure
Figure 1
Note that early life and random failure includes failure due to defects being present and that end
of life and random failure includes failure due to ageing.
The reliability of a system or component may be dened as the probability that the system or
component functions for a given time, that is, the probability that it will fail only after the given
time. Put another way, R(t) is the probability that the system or component is still functioning at
time t.
The exponential distribution
We have already met the exponential distribution in the form
f(t) = e
t
, t 0
However, one of the simplest distributions describing failure is the exponential distribution
p(t) =
1
e
t/
, t 0
where, in this case, is the mean time to failure. One property of this distribution is that the hazard
function is a constant independent of time - the good as new syndrome mentioned above. To show
that the probability of failure is independent of age consider the following.
P(t) =
_
t
0
1
e
t/
dt =
1
_
e
t/
_
t
0
= 1 e
t/
4 HELM (2005):
Workbook 46: Reliability and Quality Control
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Hence the reliability (given that the total area under the curve P(t) = 1 e
t/
is unity) is
R(t) = 1 P(t) = e
t/
Hence, the hazard function or conditional failure rate function H(t) is given by
H(t) =
P(t)
R(t)
=
1
e
t/
e
t/
=
1
= 1
= 2
= 4
= 8
1
2
3
0
1 2 3 4
4
The Weibull distribution with = 1, 2, 4 and 8
Figure 3
In applications of the Weibull distribution, it is often useful to know the cumulative distribution
function (cdf). Although it is not derived directly here, the cdf F(x) of the Weibull distribution,
whose probability density function is f(x) = (x)
1
e
(x)
The relationship between f(x) and F(x) may be seen by remembering that
f(x) =
d
dx
F(x)
Dierentiating the cdf F(x) = 1 e
(x)
e
(x)
x
=
x
1
e
(x)
= (x)
1
e
(x)
then the mean and variance of the distribution are given by the expressions
E(X) =
1
(1 +
1
) and V(X) =
_
1
_
2
_
(1 +
2
)
_
(1 +
1
)
_
2
_
where (r) is the gamma function dened by
(r) =
_
0
x
r1
e
x
dx
Using integration by parts gives a fairly straightforward identity satised by the gamma function is:
(r) = (r 1)(r 1)
Using this relationship tells us that
(r) = (r 1)(r 2)(r 3) . . . (1) for integral r
but
(1) =
_
0
x
11
e
x
dx =
_
0
e
x
dx =
_
e
x
_
0
= 1
so that
(r) = (r 1)(r 2)(r 3) . . . (3)(2)(1) = (r 1)! for integral r
Essentially, this means that when we calculate the mean and variance of the Weibull distribution
using the expressions
E(X) =
1
(1 +
1
) and V(X) =
_
1
_
_
(1 +
2
)
_
(1 +
1
)
_
2
_
we are evaluating factorials and the calculation is not as dicult as you might imagine at rst sight.
Note that to apply the work as presented here, the expressions
HELM (2005):
Section 46.1: Reliability
11
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(1 +
1
) and (1 +
2
)
must both take positive integral values (i.e.
1
(1 +
1
(1 +
1
_
_
(1 +
2
)
_
(1 +
1
_
2
_
so that
V(X) = (10000)
2
{(1 + 6) ((1 + 3)]
2
}
= (10000)
2
{(7) ((4))
2
}
= (10000)
2
{6! (3!)
2
} = 684(10000)
2
= 6.84 10
10
(c) The probability that one bearing will last at least 50,000 hours is given by the calculation
P(X > 50000) = 1 P(50000)
= 1 (1 e
(0.000150000)
0.5
)
= e
5
0.5
= 0.107
Assuming that the four bearings have independent distributions, the probability that all
four bearings last at least 50,000 hours is (0.107)
4
= 0.0001
HELM (2005):
Section 46.1: Reliability
13
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Exercises
1. The lifetimes in hours of certain machines have Weibull distributions with probability density
function
f(t) =
_
0 (t < 0)
(t)
1
exp{(t)
} (t 0)
(a) Verify that
_
t
0
(u)
1
exp{(u)
}du = 1 exp{(t)
}.
(b) Write down the distribution function of the lifetime.
(c) Find the probability that a particular machine is still working after 500 hours of use if
= 0.001 and = 2.
(d) In a factory, n of these machines are installed and started together. Assuming that
failures in the machines are independent, nd the probability that all of the machines are
still working after t hours and hence nd the probability density function of the time till
the rst failure among the machines.
2. If the lifetime distribution of a machine has hazard function h(t), then we can nd the reliability
function R(t) as follows. First we nd the cumulative hazard function H(t) using
H(t) =
_
t
0
h(t) dt then the reliability is R(t) = e
H(t)
.
(a) Starting with R(t) = exp{H(t)}, work back to the hazard function and hence conrm
the method of nding the reliability from the hazard.
(b) A lifetime distribution has hazard function h(t) =
0
+
1
t +
2
t
2
. Find
(i) the reliability function.
(ii) the probability density function.
(c) A lifetime distribution has hazard function h(t) =
1
t + 1
. Find
(i) the reliability function;
(ii) the probability density function;
(iii) the median.
What happens if you try to nd the mean?
(d) A lifetime distribution has hazard function h(t) =
t + 1
, where > 0 and > 1.
Find
(i) the reliability function.
(ii) the probability density function.
(iii) the median.
(iv) the mean.
14 HELM (2005):
Workbook 46: Reliability and Quality Control
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Exercises continued
3. A machine has n components, the lifetimes of which are independent. However the whole
machine will fail if any component fails. The hazard functions for the components are
h
1
(t), . . . , h
n
(t). Show that the hazard function for the machine is
n
i=1
h
i
(t).
4. Suppose that the lifetime distributions of the components in Exercise 3 are Weibull distributions
with scale parameters
1
, . . . ,
n
and a common index (i.e. shape parameter) so that the
hazard function for component i is
i
(
i
t)
1
. Find the lifetime distribution for the machine.
5. (Dicult). Show that, if T is a Weibull random variable with hazard function (t)
1
,
(a) the median is M(T) =
1
(ln 2)
1/
,
(b) the mean is E(T) =
1
(1 +
1
)
(c) the variance is V(T) =
2
{(1 + 2
1
) [(1 +
1
)]
2
}.
Note that (r) =
_
0
x
r1
e
x
dx. In the integrations it is helpful to use the substitution u = (t)
.
HELM (2005):
Section 46.1: Reliability
15
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Answers
1.
(a)
d
du
(exp{(u)
})
so
_
t
0
(u)
1
exp{(u)
}du =
_
exp{(u)
}
_
t
0
= 1 exp{(t)
}.
(b) The distribution function is F(t) = 1 exp{(t)
}.
(c) R(500) = exp{(0.001 500)
2
} = 0.7788
(d) The probability that all of the machines are still working after t hours is
R
n
(t) = {R(t)}
n
= exp{(t)
n
}.
Hence the time to the rst failure has a Weibull distribution with replaced by n. The
pdf is
f
n
(t) =
_
0 (t < 0)
n(t)
n1
exp{(t)
n
} (t 0)
2.
(a) The distribution function is
F(t) = 1 R(t) = 1 e
H(t)
so the pdf is f(t) =
d
dt
F(t) = h(t)e
H(t)
.
Hence the hazard function is
h(t) =
f(t)
R(t)
=
h(t)e
H(t)
e
H(t)
= h(t).
(b) A lifetime distribution has hazard function h(t) =
0
+
1
t +
2
t
2
.
(i) Reliability R(t).
H(t) =
_
0
t +
1
t
2
/2 +
2
t
3
/3
_
t
0
=
0
t +
1
t
2
/2 +
2
t
3
/3
R(t) = exp{(
0
t +
1
t
2
/2 +
2
t
3
/3)}.
(ii) Probability density function f(t).
F(t) = 1 R(t) f(t) = (
0
+
1
t +
2
t
2
) exp{(
0
t +
1
t
2
/2 +
2
t
3
/3)}.
16 HELM (2005):
Workbook 46: Reliability and Quality Control
www.ebookcraze.blogspot.com
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Answers
(c) A lifetime distribution has hazard function h(t) =
1
t + 1
.
(i) Reliability function R(t).
H(t) =
_
t
0
1
u + 1
du =
_
ln(u + 1)
_
t
0
= ln(t + 1)
R(t) = exp{H(t)} =
1
t + 1
(ii) Probability density function f(t). F(t) = 1 R(t), f(t) =
1
(t + 1)
2
(iii) Median M.
1
M + 1
=
1
2
so M = 1.
To nd the mean: E(T + 1) =
_
0
1
t + 1
dt which does not converge, so neither does E(T).
(d) A lifetime distribution has hazard function
h(t) =
t + 1
, where > 0 and > 1.
(i) Reliability function R(t).
H(t) =
_
t
0
t + 1
dt =
_
ln(t + 1)
_
t
0
= ln(t + 1)
R(t) = exp{ ln(t + 1)} = (t + 1)
= 2
1
M + 1 = 2
1/
M =
1
(2
1/
1)
(iv) Mean.
E(T + 1) =
_
0
(t + 1)
dt
=
1
_
(t + 1)
1
_
0
=
1
E(T) =
1
_
1
1
_
=
1
( 1)
1
HELM (2005):
Section 46.1: Reliability
17
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Answers
3. For each component
H
i
(t) =
_
t
0
h
i
(t) dt
R
i
(t) = exp{H
i
(t)}
For machine
R(t) =
n
i=1
R
i
(t) = exp{
n
i=1
H
i
(t)}
the probability that all components are still working.
F(t) = 1 R(t)
f(t) = exp{
n
i=1
H
i
(t)}
n
i=1
H
i
(t)
h(t) = f(t)/R(t) =
n
i=1
h
i
(t).
4. For each component
h
i
(t) =
i
(
i
t)
1
H
i
(t) =
_
t
0
i
(
i
t)
1
dt = (
i
t)
i=1
H
i
(t) = t
i=1
i
R(t) = exp
_
t
i=1
i
_
F(t) = 1 R(t)
f(t) = t
1
n
i=1
i
exp
_
t
i=1
i
_
h(t) = (t)
1
so we have a Weibull distribution with index and scale parameter such that
=
n
i=1
i
.
18 HELM (2005):
Workbook 46: Reliability and Quality Control
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Answers
5. Suppose the distribution function is
F(t) = 1 e
(t)
.
Then the pdf is
f(t) =
d
dt
F(t) = (t)
1
e
(t)
= 0.5
e
(M)
= 0.5
(M)
= ln(0.5) = ln(2)
M = (ln 2)
1/
M =
1
(ln 2)
1/
(b) The mean is
E(T) =
_
0
t f(t) dt =
_
0
t (t)
1
e
(t)
dt
=
_
0
(t)
e
(t)
dt
Let u = (t)
, so du/dt = (t)
1
and du = (t)
1
dt. Then
E(T) =
_
0
1
u
1/
e
u
du
=
1
_
0
u
1+1/1
e
u
du
=
1
(1 + 1/)
HELM (2005):
Section 46.1: Reliability
19
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Answers
5. continued
(c) To nd the variance we rst nd
E(T
2
) =
_
0
t
2
f(t) dt =
_
0
t
2
(t)
1
e
(t)
dt
=
_
0
1
(t)
+1
e
(t)
dt
Let u = (t)
, so du/dt = (t)
1
and du = (t)
1
dt. Then
E(T
2
) =
_
0
2
u
2/
e
u
du
=
2
_
0
u
1+2/1
e
u
du
=
2
(1 + 2/)
So
V(T) = E(T
2
) {E(T)}
2
=
2
(1 + 2/)
2
{(1 + 1/)}
2
=
2
{(1 + 2/) {(1 + 1/)}
2
}
20 HELM (2005):
Workbook 46: Reliability and Quality Control
www.ebookcraze.blogspot.com